+604.2%
COST vs WMB
+304.7%
+299.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -2.5% | -1.7% | -0.8% | -2.3% |
| 30D | -4.4% | +0.7% | -5.1% | -4.6% |
| 3M | -8.1% | +1.5% | -9.6% | -8.4% |
| 6M | -9.2% | +0.1% | -9.3% | -9.4% |
| YTD | +5.1% | +22.9% | -17.8% | +1.9% |
| 1Y | -5.1% | +27.9% | -32.9% | -8.6% |
| 3Y | +70.4% | +139.1% | -68.8% | +50.0% |
| 5Y | +104.7% | +270.9% | -166.2% | +70.8% |
| All | +604.2% | +304.7% | +299.5% | +480.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling